for investigating theano scan overhead

scan_test.py

from __future__ import print_function
from time import time

import theano as th
import theano.tensor as T
import numpy as np

USE_PROFILER = True

if not USE_PROFILER:
    USE_PROFILER = None

def timed_test(fn, n=10):
    xval = np.random.randn(1000,10000).astype(np.float32)
    t=time()
    for _ in range(n):
        fn(xval)
    return time()-t

x = T.matrix()
y1, _ = th.scan(fn=lambda x : T.dot(x,x), sequences=x, profile=USE_PROFILER)
y2, _ = th.scan(fn=lambda x : T.sum(x*x), sequences=x, profile=USE_PROFILER)
fn_dot_scan = th.function([x], y1, profile=USE_PROFILER)
fn_sum_scan = th.function([x], y2, profile=USE_PROFILER)
y3 = T.sum(x*x, axis=-1)
fn_plain = th.function([x], y3, profile=USE_PROFILER)

print('Using device %s'%th.config.device)
print('  scan with dot  |  scan with sum   |  full unrolled')
for _ in range(10):
    time1 = timed_test(fn_dot_scan)
    time2 = timed_test(fn_sum_scan)
    time3 = timed_test(fn_plain)
    print('%  1.12f  |  %1.12f  |  %1.12f  '%(time1, time2, time3))